+45.7%
PRU vs VYM
+75.8%
-30.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.5% |
| 7D | -3.8% | -1.9% | -2.0% | -1.3% |
| 30D | -2.0% | -2.6% | +0.6% | +1.7% |
| 3M | +14.0% | +3.6% | +10.4% | +8.6% |
| 6M | +27.2% | +8.7% | +18.6% | +13.3% |
| YTD | +9.1% | +14.1% | -5.0% | -9.4% |
| 1Y | +18.1% | +17.8% | +0.2% | -6.3% |
| 3Y | +44.3% | +64.5% | -20.3% | -27.8% |
| 5Y | +45.7% | +77.5% | -31.8% | -34.4% |
| All | +45.7% | +75.8% | -30.1% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling